Is it legal to download "Dancing With The Stars?"

If you want to download "Dancing With The Stars", you would need to download it from any affiliate that has a right to distribute it. If you are downloading it from a site and/or location that does not have any rights to distribute it, it is probably being illegally broadcast, making it illegal.

It would only be legal to download the show if it was downloaded off of website that was legally allowed to sell downloads of the show to customers. An example might be Itunes, who have a deal in place to sell episodes of television shows to potential customers who wish to rewatch favorite episodes.